Unless you're hearing audible distortion, humming, or something else like that I doubt it's defective. The Vali 2 is a hybrid amp, and Schiit seems to tune things towards the neutral/brighter side so it's entirely possible it's an inherently brighter amp than the Dragon Fly Red (which I've never heard). FWIW, Headfonia described the Red as a "warm" sounding amp, so the Vali might not be bright in general, but still bright in comparison to the DFR. Sound is pretty individual though, so it's hard to go by other people's descriptions unless you've heard their opinions about a lot of equipment and find it consistent with your own.
I actually just picked up a used Vali 2, but I've only listened a few hours with one of the stock tubes. It's not enough time to make any real judgments and I didn't do any real A/Bing, but if there is any extra warmth in the Vali (in my setup) it's more in the upper mids. I do have another hybrid (X-Can V2) and while I've heard differences between tubes, I never found changing tubes to have a huge impact on the overall balance of the sound. The Vali is obviously a different amp, but I think general consensus for hybrid amps is that the circuit drives the fundamental sound signature and the tubes add some flavor to it.
I'd probably give it a few more days, let the tubes get some time on them, and see if you like the sound any better. If you still don't like it, take advantage of the return period and pay the restocking fee. You could always keep it longer if you want to give it more of a chance and try selling it as well (they seem to hold value pretty decently, so you probably won't lose much more than the restocking fee that way - particularly if you throw in some of your extra tubes).
